+433.3%
META vs XEL
+185.3%
+248.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -15.4% | +9.3% | -24.7% | -17.0% |
| 3M | +5.0% | +5.3% | -0.2% | +3.8% |
| 6M | +5.2% | +2.2% | +3.0% | +4.4% |
| YTD | -4.5% | +12.3% | -16.8% | -7.7% |
| 1Y | +0.6% | +3.0% | -2.4% | -0.7% |
| 3Y | +93.1% | +51.6% | +41.5% | +68.4% |
| 5Y | +93.7% | +50.0% | +43.7% | +67.9% |
| 10Y | +433.3% | +183.8% | +249.5% | +320.2% |
| All | +433.3% | +185.3% | +248.1% | +320.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling